Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations
Summary: Mean-field forward-backward doubly stochastic differential equations (MF-FBDSDEs) are studied, which extend many important equations well studied before. Under some suitable monotonicity assumptions, the existence and uniqueness results for measurable solutions are established by means of a method of continuation. Furthermore, the probabilistic interpretation for the solutions to a class of nonlocal stochastic partial differential equations (SPDEs) combined with algebra equations is given.
nonlocal stochastic partial differential equations
mean-field forward-backward doubly stochastic differential equations
scientific article; zbMATH DE number 7021911
scientific article